CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1260 |
0.0078 |
0.7% |
1.1158 |
| High |
1.1251 |
1.1282 |
0.0031 |
0.3% |
1.1260 |
| Low |
1.1177 |
1.1192 |
0.0016 |
0.1% |
1.1143 |
| Close |
1.1237 |
1.1204 |
-0.0033 |
-0.3% |
1.1233 |
| Range |
0.0075 |
0.0090 |
0.0016 |
20.8% |
0.0117 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
4.9% |
0.0000 |
| Volume |
586 |
626 |
40 |
6.8% |
1,425 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1440 |
1.1253 |
|
| R3 |
1.1406 |
1.1350 |
1.1228 |
|
| R2 |
1.1316 |
1.1316 |
1.1220 |
|
| R1 |
1.1260 |
1.1260 |
1.1212 |
1.1243 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1217 |
| S1 |
1.1170 |
1.1170 |
1.1195 |
1.1153 |
| S2 |
1.1136 |
1.1136 |
1.1187 |
|
| S3 |
1.1046 |
1.1080 |
1.1179 |
|
| S4 |
1.0956 |
1.0990 |
1.1154 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1515 |
1.1297 |
|
| R3 |
1.1446 |
1.1398 |
1.1265 |
|
| R2 |
1.1329 |
1.1329 |
1.1254 |
|
| R1 |
1.1281 |
1.1281 |
1.1243 |
1.1305 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1224 |
| S1 |
1.1164 |
1.1164 |
1.1222 |
1.1188 |
| S2 |
1.1095 |
1.1095 |
1.1211 |
|
| S3 |
1.0978 |
1.1047 |
1.1200 |
|
| S4 |
1.0861 |
1.0930 |
1.1168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1282 |
1.1143 |
0.0139 |
1.2% |
0.0078 |
0.7% |
44% |
True |
False |
832 |
| 10 |
1.1282 |
1.1100 |
0.0182 |
1.6% |
0.0061 |
0.5% |
57% |
True |
False |
503 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0048 |
0.4% |
59% |
True |
False |
610 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0041 |
0.4% |
78% |
False |
False |
414 |
| 60 |
1.1292 |
1.0876 |
0.0416 |
3.7% |
0.0034 |
0.3% |
79% |
False |
False |
292 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0033 |
0.3% |
82% |
False |
False |
303 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.3% |
82% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1518 |
|
1.618 |
1.1428 |
|
1.000 |
1.1372 |
|
0.618 |
1.1338 |
|
HIGH |
1.1282 |
|
0.618 |
1.1248 |
|
0.500 |
1.1237 |
|
0.382 |
1.1226 |
|
LOW |
1.1192 |
|
0.618 |
1.1136 |
|
1.000 |
1.1102 |
|
1.618 |
1.1046 |
|
2.618 |
1.0956 |
|
4.250 |
1.0810 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1219 |
| PP |
1.1226 |
1.1214 |
| S1 |
1.1215 |
1.1209 |
|